+1,335.7%
BP vs MTB
+8,294.1%
-6,958.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.9% | +1.7% | +2.2% | +3.3% |
| 30D | +7.6% | -4.2% | +11.8% | +9.0% |
| 3M | +0.7% | +8.9% | -8.2% | -2.4% |
| 6M | +15.5% | +10.9% | +4.6% | +10.8% |
| YTD | +30.8% | +21.5% | +9.3% | +21.5% |
| 1Y | +34.3% | +21.9% | +12.4% | +24.3% |
| 3Y | +35.1% | +109.2% | -74.2% | +1.9% |
| 5Y | +126.8% | +102.0% | +24.9% | +68.8% |
| 10Y | +123.4% | +171.9% | -48.6% | +47.9% |
| All | +1,335.7% | +8,294.1% | -6,958.4% | +490.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling